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- Title
On the scale mixtures of multivariate skew slash distributions.
- Authors
Tian, Weizhong; Wei, Fengrong
- Abstract
In this paper, the scale mixtures of multivariate skew slash distributions is introduced. The probability density function with some additional properties are discussed. The first four order moments, skewness and kurtosis of this distribution are calculated. Furthermore, the first two moments of its quadratic forms are obtained. In particular, the linear transformation, stochastic representation and hierarchical representation are studied. In the end, the EM algorithm is proposed.
- Subjects
SKEWNESS (Probability theory); PROBABILITY density function; QUADRATIC forms; EXPECTATION-maximization algorithms; MIXTURES
- Publication
Random Operators & Stochastic Equations, 2019, Vol 27, Issue 4, p243
- ISSN
0926-6364
- Publication type
Article
- DOI
10.1515/rose-2019-2021